+758.3%
PLTR vs UDR
+28.9%
+729.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.8% | +2.0% | -5.8% | -4.5% |
| 30D | -19.2% | +7.9% | -27.1% | -21.8% |
| 3M | -3.7% | -1.5% | -2.2% | -3.2% |
| 6M | +22.5% | +0.9% | +21.6% | +21.0% |
| YTD | -5.0% | +4.0% | -9.0% | -8.3% |
| 1Y | -12.8% | +10.4% | -23.2% | -19.2% |
| 3Y | +758.3% | +26.9% | +731.3% | +666.2% |
| All | +758.3% | +28.9% | +729.4% | +666.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling